+39.0%
DVN vs ALLE
+18.6%
+20.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -7.0% |
| 7D | -13.9% | +6.7% | -20.6% | -13.0% |
| 30D | -8.0% | +25.4% | -33.4% | -4.7% |
| 3M | +0.8% | +16.9% | -16.1% | +3.4% |
| 6M | -12.8% | +46.6% | -59.3% | -8.1% |
| YTD | +22.7% | +22.4% | +0.3% | +33.9% |
| 1Y | +39.0% | +17.7% | +21.3% | +53.8% |
| All | +39.0% | +18.6% | +20.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling